BENCHOP – The BENCHmarking project in option pricing (Q2804496)
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scientific article; zbMATH DE number 6575425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BENCHOP – The BENCHmarking project in option pricing |
scientific article; zbMATH DE number 6575425 |
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BENCHOP – The BENCHmarking project in option pricing (English)
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29 April 2016
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option pricing
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numerical methods
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benchmark problem
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Monte Carlo method
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Fourier method
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finite difference method
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radial basis function
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